Generalized Pickands' estimators for the tail index parameter and max-semistability

Extremes

Volumn 14, Issue 4, 2011, Pages 429-449

  Canto e Castro, Luísa ^a   Dias, Sandra ^b  

^a UNIVERSITY OF LISBON   (Portugal)

^b UNIVERSITY OF TRÁS OS MONTES AND ALTO DOURO   (Portugal)

Author keywords

Generalized Pickands' estimator; Geometrically growing sequence; Max semistable laws; Ratio of differences of order statistics

Indexed keywords

EID: 80355132891     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-010-0123-5     Document Type: Article

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